-44.5%
TOST vs PLUG
-95.7%
+51.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -10.5% | +13.9% | +5.5% |
| 7D | 0.0% | -23.4% | +23.5% | +5.1% |
| 30D | +16.2% | -23.4% | +39.6% | +21.7% |
| 3M | -1.5% | -51.7% | +50.2% | +12.5% |
| 6M | +55.3% | -72.0% | +127.3% | +95.3% |
| YTD | -2.3% | -43.7% | +41.3% | +1.7% |
| 1Y | -5.5% | -55.4% | +49.9% | +3.0% |
| 3Y | +151.1% | -68.0% | +219.1% | +118.1% |
| 5Y | -27.9% | -97.4% | +69.5% | +73.8% |
| All | -44.5% | -95.7% | +51.2% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PLUG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling